HedgeFund Intelligence Indices

Live

Global

Index Jan 2015 Feb 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.45% 1.20% * 94% 1.66%
Emerging Market Debt 0.12% 0.96% * 87% 1.08%
Emerging Market Equity 0.27% 1.82% * 95% 2.09%
Equity -0.40% 2.31% * 93% 1.90%
Event Driven -1.01% 2.29% * 99% 1.26%
Macro 1.84% 0.65% * 93% 2.50%
Managed Futures 4.10% -0.57% * 95% 3.51%
Single Manager African Index 1.26% 2.68% * 97% 3.97%

* Estimate

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Absolute Return

Index Jan 2015 Feb 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 2.12% -1.21% * 81% 0.88%
Composite 0.03% 1.32% * 90% 1.35%
Convertible & Equity Arbitrage 0.00% 1.27% * 100% 1.27%
Credit 0.18% 1.03% * 87% 1.21%
Distressed -0.91% 1.28% * 100% 0.36%
Event Driven -1.34% 2.31% * 99% 0.94%
Fixed Income 0.09% 0.68% * 100% 0.77%
Global Equity 0.20% 2.77% * 89% 2.98%
Latin American Debt -0.62% 0.90% * 80% 0.27%
Latin American Equity -3.80% 0.15% * 97% -3.66%
Macro 2.56% 0.61% * 89% 3.19%
Managed Futures 4.27% -0.81% * 94% 3.43%
Mixed Arbitrage 0.26% 1.40% * 100% 1.66%
Mortgage Backed Securities 0.37% 1.11% * 91% 1.48%
Multi-Strategy 0.10% 1.15% * 94% 1.25%
Technology 0.76% 1.42% * 89% 2.19%
U.S. Equity -1.82% 3.33% * 89% 1.45%

* Estimate

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AsiaHedge

Index Jan 2015 Feb 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 0.43% 0.81% 100% 1.24%
Asia inc Japan 0.63% 0.83% 100% 1.47%
Australian Long/Short Equity 1.50% 1.09% 100% 2.61%
Chinese Long/Short Equity -0.21% 0.87% 100% 0.66%
Composite 0.29% 0.87% 100% 1.16%
Indian Long/Short Equity 4.06% 1.23% 100% 5.34%
Japan Long/Short Equity -1.01% 1.95% 100% 0.92%
Japan Long/Short Equity -1.29% 1.93% 100% 0.62%

* Estimate

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EuroHedge

Index Jan 2015 Feb 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Composite 0.97% 1.10% 100% 2.08%
Convertible & Equity Arbitrage EUR 0.97% 0.91% 100% 1.89%
Convertible & Equity Arbitrage USD 0.75% 1.03% 100% 1.79%
Credit EUR 0.81% 0.95% 100% 1.77%
Credit USD 0.40% 0.64% 100% 1.04%
Currency 2.00% 1.54% 100% 3.57%
Emerging Market Debt USD 0.01% 1.18% 100% 1.19%
Emerging Market Equity USD -0.57% 2.21% 100% 1.63%
Equity Market Neutral & Quantitative Strategies EUR 1.42% 0.32% 100% 1.74%
Equity Market Neutral & Quantitative Strategies USD 0.38% 0.32% 100% 0.70%
European Equity EUR 1.57% 3.45% 100% 5.07%
European Equity GBP 0.92% 1.83% 100% 2.77%
European Equity Nordic 1.68% 1.55% 100% 3.26%
European Equity USD 1.45% 2.07% 100% 3.55%
Event Driven EUR 0.09% 1.48% 100% 1.57%
Event Driven USD 0.22% 2.84% 100% 3.07%
Fixed Income EUR 0.95% 0.61% 100% 1.57%
Fixed Income USD 0.98% 0.51% 100% 1.49%
Global Equity EUR 1.18% 2.20% 100% 3.41%
Global Equity USD 1.10% 1.54% 100% 2.66%
Macro EUR 2.43% 0.21% 100% 2.65%
Macro USD 2.37% 0.85% 100% 3.24%
Managed Futures EUR 5.89% -0.22% 100% 5.66%
Managed Futures USD 6.03% 0.10% 100% 6.14%
Mixed Arbitrage & Multi-Strategy USD 0.60% 0.79% 100% 1.39%

* Estimate

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InvestHedge

Index Jan 2015 Feb 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -0.10% 1.20% * 100% 1.10%
Asian Pacific Fund of Funds 0.85% 0.73% * 100% 1.59%
Commodities 0.95% -1.89% * 82% -0.96%
Composite 0.22% 1.58% * 87% 1.80%
Distressed -0.76% 1.45% * 100% 0.68%
Emerging Managers -0.10% 2.62% * 85% 2.52%
Emerging Markets Hedge USD 0.87% 1.88% * 82% 2.77%
European Equity EUR 1.45% 2.02% * 60% 3.50%
European Multi Strategy EUR 1.49% 2.33% * 100% 3.85%
Fixed Income USD -0.07% 1.03% * 100% 0.96%
Global Equity USD -0.34% 2.60% * 95% 2.25%
Global Macro Currency USD 0.36% 1.00% * 92% 1.36%
Global Multi Strategy EUR 0.38% 1.62% * 87% 2.01%
Global Multi Strategy USD 0.02% 1.65% * 91% 1.67%
Leveraged Global Multi-Strategy USD 0.29% 1.46% * 100% 1.75%
Managed Futures 4.39% 0.75% * 100% 5.17%
Self-Invested Fund of Funds USD 0.39% 0.58% * 100% 0.97%
US Equity -1.36% 3.56% * 80% 2.15%

* Estimate

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Absolute UCITS

Index Jan 2015 Feb 2015 YTD Last 5 years performance
Return Return Funds reporting Return
Credit 0.24% 0.92% * 97% 1.16%
Equity Market Neutral & Quantitative Strategies 0.20% 0.34% * 100% 0.54%
European Equity 1.90% 1.22% * 100% 3.14%
Event Driven -0.50% 2.04% * 95% 1.53%
Fund of Funds 0.78% 1.51% * 76% 2.30%
Global Equity 0.70% 2.48% * 99% 3.20%
Macro 1.25% 0.54% * 79% 1.80%
Managed Futures 4.75% 0.73% * 100% 5.51%
Mixed Arbitrage & Multi-Strategy 2.07% 1.00% * 100% 3.09%
Single Manager Composite 0.97% 1.22% * 92% 2.20%

* Estimate

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